+1,491.3%
MTZ vs SPXU
-100.0%
+1,591.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -7.0% | +15.6% | +5.4% |
| 7D | -2.4% | -1.5% | -1.0% | -2.6% |
| 30D | -11.1% | +9.7% | -20.8% | -6.6% |
| 3M | -30.6% | +8.4% | -39.1% | -27.2% |
| 6M | -54.4% | -5.7% | -48.6% | -54.3% |
| YTD | -13.0% | -25.4% | +12.4% | -20.2% |
| 1Y | -5.7% | -28.9% | +23.2% | -14.6% |
| 3Y | +297.2% | -81.2% | +378.3% | +135.3% |
| 5Y | +95.9% | -83.3% | +179.2% | +33.6% |
| 10Y | +492.6% | -99.5% | +592.1% | +30.3% |
| All | +1,491.3% | -100.0% | +1,591.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling